Recherche
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Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
(Stochastics: An International Journal of Probability and Stochastic Processes. vol. 87, n° 2, pp. 273 - 307, 2015)Article de revue -
A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
(Journal of Mathematical Analysis and Applications. vol. 424, n° 2, pp. 892–914, 2015-04)Article de revue -
Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes
(Applied Mathematics and Optimization. vol. 74, n° 1, pp. 27 - 51, 2016)Article de revue -
Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach
(Applied Mathematics and Optimization. vol. 74, n° 1, pp. 129 - 161, 2016)Article de revue -
Impulsive control for continuous-time Markov decision processes
(Advances in Applied Probability. vol. 47, n° 1, 2015-03)Article de revue -
Optimal impulsive control of piecewise deterministic Markov processes
(Stochastics: An International Journal of Probability and Stochastic Processes. vol. 88, n° 7, pp. 1073-1098, 2016)Article de revue -
Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
(Journal of Mathematical Analysis and Applications. vol. 443, n° 2, pp. 1323 - 1361, 2016)Article de revue -
Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes
(SIAM Journal on Control and Optimization. vol. 54, n° 3, pp. 1444 - 1474, 2016)Article de revue -
Impulse control of piecewise deterministic processes
Communication dans un congrès -
Optimization of a launcher integration process: a Markov decision process approach *
(2016)Document de travail - Pré-publication